Improving the Prediction of Asset Returns With Machine Learning by Using a Custom Loss Function.
Jean DessainPublished in: Adv. Artif. Intell. Mach. Learn. (2023)
Keyphrases
- loss function
- machine learning
- pairwise
- learning models
- support vector
- logistic regression
- prediction accuracy
- learning to rank
- domain specific
- boosting framework
- risk minimization
- regularization term
- feature selection
- machine learning algorithms
- machine learning methods
- learning algorithm
- reproducing kernel hilbert space
- empirical risk
- text classification
- learning problems
- prediction error
- support vector machine
- hinge loss
- convex loss functions
- model selection
- information extraction
- stochastic gradient descent
- active learning
- feature space
- similarity measure